Sound travels as a mechanical wave, and it needs a medium made of particles that can pass the vibration from one particle to the next.
The speed of sound depends mainly on how stiff the medium is and how closely and strongly its particles are bonded together. In solids, particles are packed tightly and held by strong bonds, so a vibration is passed almost instantly from particle to particle, giving a high speed of sound. Steel is a solid with very strong interatomic bonds, so sound travels through it very fast, much faster than in liquids or gases.
Option A is wrong because water is a liquid, and although its particles are closer than in a gas, the bonding is weaker than in a solid like steel, so sound in water is slower than in steel.
Option C is wrong because air is a gas, where particles are far apart and only occasionally collide, so vibrations pass slowly and the speed of sound is the lowest among the given options that support sound.
Option D is wrong because vacuum has no particles at all, and sound absolutely cannot travel through vacuum since there is nothing to carry the vibration.
The correct answer is steel.